PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

5 ETF Tech Div

Last updated Mar 2, 2024

qqq 25 smh 25 schd 20 dgrw 15 dgro 15 qqq 20 smh 20 schd 20 dgrw 20 ivv 20

Asset Allocation


QQQ 20%SMH 20%SCHD 20%DGRW 20%IVV 20%EquityEquity
PositionCategory/SectorWeight
QQQ
Invesco QQQ
Large Cap Blend Equities

20%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

20%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

20%

DGRW
WisdomTree U.S. Dividend Growth Fund
Large Cap Growth Equities, Dividend

20%

IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities

20%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in 5 ETF Tech Div, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


100.00%200.00%300.00%400.00%500.00%OctoberNovemberDecember2024FebruaryMarch
460.69%
210.33%
5 ETF Tech Div
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 22, 2013, corresponding to the inception date of DGRW

Returns

As of Mar 2, 2024, the 5 ETF Tech Div returned 10.25% Year-To-Date and 17.04% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
5 ETF Tech Div10.25%5.62%18.52%36.67%20.44%17.04%
QQQ
Invesco QQQ
8.81%3.87%18.48%49.72%21.66%18.32%
SMH
VanEck Vectors Semiconductor ETF
26.12%15.33%42.03%81.15%37.24%29.25%
SCHD
Schwab US Dividend Equity ETF
2.65%1.49%6.69%7.27%12.52%11.36%
DGRW
WisdomTree U.S. Dividend Growth Fund
6.34%3.56%12.30%22.77%14.52%12.77%
IVV
iShares Core S&P 500 ETF
7.91%3.76%14.59%28.95%15.06%12.65%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.22%6.12%
2023-1.82%-5.25%-2.74%9.93%6.20%

Sharpe Ratio

The current 5 ETF Tech Div Sharpe ratio is 2.78. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.78

The Sharpe ratio of 5 ETF Tech Div lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.78
2.44
5 ETF Tech Div
Benchmark (^GSPC)
Portfolio components

Dividend yield

5 ETF Tech Div granted a 1.49% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
5 ETF Tech Div1.49%1.58%2.08%1.44%1.71%2.78%2.47%1.96%1.94%2.54%1.99%1.89%
QQQ
Invesco QQQ
0.57%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
SMH
VanEck Vectors Semiconductor ETF
0.47%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
SCHD
Schwab US Dividend Equity ETF
3.40%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
DGRW
WisdomTree U.S. Dividend Growth Fund
1.67%1.74%2.15%1.78%1.91%2.20%2.42%1.73%2.13%2.18%1.79%1.05%
IVV
iShares Core S&P 500 ETF
1.34%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%

Expense Ratio

The 5 ETF Tech Div features an expense ratio of 0.18%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.28%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
5 ETF Tech Div
2.78
QQQ
Invesco QQQ
3.28
SMH
VanEck Vectors Semiconductor ETF
3.14
SCHD
Schwab US Dividend Equity ETF
0.72
DGRW
WisdomTree U.S. Dividend Growth Fund
2.29
IVV
iShares Core S&P 500 ETF
2.60

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

SMHSCHDQQQDGRWIVV
SMH1.000.640.820.710.76
SCHD0.641.000.680.920.87
QQQ0.820.681.000.820.90
DGRW0.710.920.821.000.95
IVV0.760.870.900.951.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
5 ETF Tech Div
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 5 ETF Tech Div. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the 5 ETF Tech Div was 31.47%, occurring on Mar 23, 2020. Recovery took 81 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.47%Feb 20, 202023Mar 23, 202081Jul 17, 2020104
-27.36%Dec 28, 2021200Oct 12, 2022187Jul 13, 2023387
-19.71%Sep 21, 201865Dec 24, 201859Mar 21, 2019124
-14.5%May 28, 201563Aug 25, 2015151Apr 1, 2016214
-10.84%Aug 1, 202363Oct 27, 202324Dec 1, 202387

Volatility Chart

The current 5 ETF Tech Div volatility is 4.24%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
4.24%
3.47%
5 ETF Tech Div
Benchmark (^GSPC)
Portfolio components
0 comments